ESMA_QA_1542
15/12/2017
Subject Matter
Position reporting
    How should the position in the spot month and other months be reported for contracts where there are daily or weekly as well as monthly contracts?
    ESMA Answer
    15-12-2017

      [ESMA 70-872942901-36 Commodity derivatives Q&A, Q&A 4.20]

      Positions in daily or weekly contracts whose delivery period is completely included in the spot month should be reported as spot month positions ('SPOT').

      Positions in weekly contracts whose delivery period is not completely included in the spot month, i.e. weekly contracts that straddle the spot month and other months, should be reported as other months’ positions ('OTHR').

      Positions in quarterly or annual contracts whose delivery period straddles the spot month and other months should also be reported as other months’ positions ('OTHR').

      Status: Answer Published

      Additional Information

      Level 1 Regulation
      Markets in Financial Instruments Directive II (MiFID II) Directive 2014/65/EU- Secondary Markets
      Topic
      Position reporting